//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The review of financial studies"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Asset-Backed Securities"
~subject:"Kreditrisiko"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Asset-Backed Securities
Kreditrisiko
Option pricing theory
Credit risk
1
Optionspreistheorie
1
Theorie
1
Theory
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Jarrow, Robert A.
Longstaff, Francis A.
3
Bruche, Max
2
Butler, Alexander W.
2
Davydenko, Sergei A.
2
Fleckenstein, Matthias
2
Griffin, John M.
2
He, Zhiguo
2
Kuehn, Lars-Alexander
2
Purnanandam, Amiyatosh
2
Strebulaev, Ilya A.
2
Acharya, Viral V.
1
Adrian, Tobias
1
Augustin, Patrick
1
Banal-Estañol, Albert
1
Banerjee, Priyodorshi
1
Bao, Jack
1
Bayer, Patrick J.
1
Begley, Taylor A.
1
Berndt, Antje
1
Bhamra, Harjoat Singh
1
Boyarchenko, Nina
1
Chen, Hui
1
Chernov, Mikhail
1
Cornaggia, Jess
1
Cornaggia, Kimberly J.
1
Cremers, K. J. Martijn
1
Cui, Rui
1
Driessen, Joost
1
Duffee, Gregory R.
1
Duffie, Darrell
1
Dunn, Brett R.
1
Fauver, Larry
1
Feldhütter, Peter
1
Ferreira, Fernando Vendramel
1
Flynn, Sean J. <Jr.>
1
Fuster, Andreas
1
Gao, Pengjie
1
Ghent, Andra C.
1
Goldsmith-Pinkham, Paul
1
Gomes, João
1
more ...
less ...
Published in...
All
The review of financial studies
The journal of fixed income
3
Credit risk models and management
2
Finance and stochastics
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance research letters
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper // Research program / School of Business, Queen's University
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->